liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy of Knight et al (2017) <doi:10.1007/s11222-016-9698-2>.

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
MaintainerMatt Nunes <[email protected]>
LicenseGPL-2
Version1.0-8
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("liftLRD")

Try the liftLRD package in your browser

Any scripts or data that you put into this service are public.

liftLRD documentation built on May 1, 2019, 9:05 p.m.